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A body of work has been done to automate machine learning algorithm to highlight the importance of model choice. Automating the process of choosing the best forecasting model and its corresponding parameters can result to improve a wide…

机器学习 · 计算机科学 2021-09-02 Nadhir Hassen , Irina Rish

Bayesian Optimization (BO) is a well-established method for addressing black-box optimization problems. In many real-world scenarios, optimization often involves multiple functions, emphasizing the importance of leveraging data and learned…

机器学习 · 计算机科学 2025-03-11 Khoa Nguyen , Viet Huynh , Binh Tran , Tri Pham , Tin Huynh , Thin Nguyen

Bayesian optimization is an effective method for solving expensive black-box optimization problems. Most existing methods use Gaussian processes (GP) as the surrogate model for approximating the black-box objective function, it is…

机器学习 · 计算机科学 2025-12-23 Wei Peng , Jianchen Hu , Kang Liu , Qiaozhu Zhai

We propose an extrinsic Bayesian optimization (eBO) framework for general optimization problems on manifolds. Bayesian optimization algorithms build a surrogate of the objective function by employing Gaussian processes and quantify the…

最优化与控制 · 数学 2023-01-02 Yihao Fang , Mu Niu , Pokman Cheung , Lizhen Lin

In this study, we propose a novel multi-objective Bayesian optimization (MOBO) method to efficiently identify the Pareto front (PF) defined by risk measures for black-box functions under the presence of input uncertainty (IU). Existing BO…

机器学习 · 统计学 2023-11-27 Yu Inatsu , Shion Takeno , Hiroyuki Hanada , Kazuki Iwata , Ichiro Takeuchi

Bayesian optimization (BO) has become an effective approach for black-box function optimization problems when function evaluations are expensive and the optimum can be achieved within a relatively small number of queries. However, many…

机器学习 · 统计学 2018-08-06 Zi Wang , Clement Gehring , Pushmeet Kohli , Stefanie Jegelka

Bayesian optimization (BO) is a framework for global optimization of expensive-to-evaluate objective functions. Classical BO methods assume that the objective function is a black box. However, internal information about objective function…

机器学习 · 计算机科学 2022-01-04 Raul Astudillo , Peter I. Frazier

Many real-world multi-objective optimisation problems rely on computationally expensive function evaluations. Multi-objective Bayesian optimisation (BO) can be used to alleviate the computation time to find an approximated set of Pareto…

机器学习 · 统计学 2022-04-29 Tinkle Chugh

Bayesian optimization (BO) is a global optimization strategy designed to find the minimum of an expensive black-box function, typically defined on a compact subset of $\mathcal{R}^d$, by using a Gaussian process (GP) as a surrogate model…

机器学习 · 统计学 2018-09-24 Eero Siivola , Aki Vehtari , Jarno Vanhatalo , Javier González , Michael Riis Andersen

Gaussian process (GP) based Bayesian optimization (BO) is a powerful method for optimizing black-box functions efficiently. The practical performance and theoretical guarantees of this approach depend on having the correct GP hyperparameter…

机器学习 · 统计学 2024-06-07 Huong Ha , Vu Nguyen , Hung Tran-The , Hongyu Zhang , Xiuzhen Zhang , Anton van den Hengel

Multi fidelity Bayesian optimization (MFBO) leverages experimental and or computational data of varying quality and resource cost to optimize towards desired maxima cost effectively. This approach is particularly attractive for chemical…

机器学习 · 计算机科学 2024-09-12 Edmund Judge , Mohammed Azzouzi , Austin M. Mroz , Antonio del Rio Chanona , Kim E. Jelfs

We present mlrMBO, a flexible and comprehensive R toolbox for model-based optimization (MBO), also known as Bayesian optimization, which addresses the problem of expensive black-box optimization by approximating the given objective function…

机器学习 · 统计学 2018-12-04 Bernd Bischl , Jakob Richter , Jakob Bossek , Daniel Horn , Janek Thomas , Michel Lang

We consider Bayesian optimization of the output of a network of functions, where each function takes as input the output of its parent nodes, and where the network takes significant time to evaluate. Such problems arise, for example, in…

机器学习 · 计算机科学 2022-01-03 Raul Astudillo , Peter I. Frazier

Bayesian optimization (BO) is a popular, sample-efficient technique for expensive, black-box optimization. One such problem arising in manufacturing is that of maximizing the reliability, or equivalently minimizing the probability of a…

机器学习 · 计算机科学 2026-02-03 Jack M. Buckingham , Ivo Couckuyt , Juergen Branke

Bayesian optimization with Gaussian processes has become an increasingly popular tool in the machine learning community. It is efficient and can be used when very little is known about the objective function, making it popular in expensive…

机器学习 · 计算机科学 2011-03-08 Eric Brochu , Matthew W. Hoffman , Nando de Freitas

The present paper proposes a Bayesian framework for inverse problems that seamlessly integrates optimization and inversion to enable rapid surrogate modeling, accurate parameter inference, and rigorous uncertainty quantification. Bayesian…

计算工程、金融与科学 · 计算机科学 2026-02-05 Mihaela Chiappetta , Massimo Carraturo , Alexander Raßloff , Markus Kästner , Ferdinando Auricchio

Bayesian Optimization (BO) is an effective framework for globally optimizing functions whose evaluations are expensive. It is particularly effective for optimizing functions defined over continuous domains and explicitly handles stochastic…

计算工程、金融与科学 · 计算机科学 2026-05-21 Buqing Ou , Frederike Dümbgen

Bayesian optimisation is a powerful method for optimising black-box functions, popular in settings where the true function is expensive to evaluate and no gradient information is available. Bayesian optimisation can improve responses to…

机器学习 · 计算机科学 2025-05-27 Sigrid Passano Hellan , Christopher G. Lucas , Nigel H. Goddard

Optimizing multiple, non-preferential objectives for mixed-variable, expensive black-box problems is important in many areas of engineering and science. The expensive, noisy, black-box nature of these problems makes them ideal candidates…

机器学习 · 计算机科学 2022-11-15 Haris Moazam Sheikh , Philip S. Marcus

Bayesian optimization (BO) provides a powerful framework for optimizing black-box, expensive-to-evaluate functions. It is therefore an attractive tool for engineering design problems, typically involving multiple objectives. Thanks to the…

机器学习 · 计算机科学 2024-09-06 Navid Ansari , Alireza Javanmardi , Eyke Hüllermeier , Hans-Peter Seidel , Vahid Babaei